Pages that link to "Item:Q5444991"

The following pages link to On the Distribution of the Surplus Prior and at Ruin (Q5444991):

Displaying 24 items.

• On the Gerber-Shiu function and change of measure (Q659175) (← links)
• Conditional law of risk processes given that ruin occurs (Q659222) (← links)
• On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
• Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
• Asymptotic results for heavy-tailed distributions using defective renewal equations (Q1009712) (← links)
• The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337) (← links)
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297) (← links)
• Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
• Refinements of two-sided bounds for renewal equations (Q2276218) (← links)
• Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
• Loss rates in the single-server queue with complete rejection (Q2354014) (← links)
• On the deficit distribution when ruin occurs -- discrete time model (Q2483944) (← links)
• When does surplus reach a certain level before ruin? (Q2485527) (← links)
• On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← links)
• Some results on the joint distribution prior to and at the time of ruin in the classical model (Q3103209) (← links)
• A Note on Gerber–Shiu Functions with an Application (Q3193125) (← links)
• Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
• (Q5155464) (← links)
• Über die Verteilung des Überschusses vor und zum Zeitpunkt des Ruins in Semi-Markov-Risikomodellen;On the distribution of the surplus prior to ruin and at ruin in a discrete semi-markov risk model (Q5422794) (← links)
• Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (Q5490597) (← links)
• The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force (Q5718222) (← links)